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FOCS
2000
IEEE
15 years 4 months ago
Computing the Determinant and Smith Form of an Integer Matrix
A probabilistic algorithm is presented to find the determinant of a nonsingular, integer matrix. For a matrix A ¡£¢ n¤ n the algorithm requires O¥ n3¦5 ¥ logn§ 4¦5§ bit...
Wayne Eberly, Mark Giesbrecht, Gilles Villard
STOC
1997
ACM
111views Algorithms» more  STOC 1997»
15 years 4 months ago
The Swendsen-Wang Process Does Not Always Mix Rapidly
The Swendsen-Wang process provides one possible dynamics for the Qstate Potts model in statistical physics. Computer simulations of this process are widely used to estimate the ex...
Vivek Gore, Mark Jerrum
99
Voted
WSC
2004
15 years 1 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
DKE
2006
122views more  DKE 2006»
15 years 15 days ago
Sampling, information extraction and summarisation of Hidden Web databases
Hidden Web databases maintain a collection of specialised documents, which are dynamically generated in response to users' queries. The majority of these documents are genera...
Yih-Ling Hedley, Muhammad Younas, Anne E. James, M...
AUTOMATICA
2010
98views more  AUTOMATICA 2010»
15 years 2 days ago
Explicit use of probabilistic distributions in linear predictive control
: The guarantee of feasibility given feasibility at initial time is an issue that has been overlooked by many of the recent papers on stochastic model predictive control. Effective...
Basil Kouvaritakis, Mark Cannon, Sasa V. Rakovic, ...